-9.9%
TSCO vs MP
-5.6%
-4.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.9% | -5.7% | -1.1% |
| 7D | +7.1% | -10.5% | +17.6% | +7.9% |
| 30D | +11.8% | -23.5% | +35.3% | +13.9% |
| 3M | +7.4% | -25.4% | +32.8% | +9.3% |
| 6M | +13.4% | -51.3% | +64.7% | +18.8% |
| YTD | -25.9% | -29.9% | +4.0% | -25.3% |
| 1Y | -29.9% | -31.8% | +1.9% | -29.5% |
| 3Y | -3.4% | +127.0% | -130.3% | -21.6% |
| All | -9.9% | -5.6% | -4.4% | -18.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded MP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling